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  • Book
  • © 1991

Arbitrage und die Bewertung von Zinssatzoptionen

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Part of the book series: Wirtschaftswissenschaftliche Beiträge (WIRTSCH.BEITR., volume 52)

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Table of contents (9 chapters)

  1. Front Matter

    Pages I-VIII
  2. Einleitung

    • Klaus Sandmann
    Pages 1-4
  3. Das Arbitragekonzept

    • Klaus Sandmann
    Pages 5-28
  4. Zinssatzoptionen

    • Klaus Sandmann
    Pages 29-42
  5. Bewertungsmodelle für Rentenoptionen

    • Klaus Sandmann
    Pages 43-75
  6. Arbitragefreie Bewertung von Zinssatzoptionen

    • Klaus Sandmann
    Pages 87-120
  7. Schlußfolgerung

    • Klaus Sandmann
    Pages 156-157
  8. Back Matter

    Pages 158-173

Authors and Affiliations

  • Statistische Abteilung, Universität Bonn, Bonn 1, Deutschland

    Klaus Sandmann

Bibliographic Information

  • Book Title: Arbitrage und die Bewertung von Zinssatzoptionen

  • Authors: Klaus Sandmann

  • Series Title: Wirtschaftswissenschaftliche Beiträge

  • DOI: https://doi.org/10.1007/978-3-642-46922-0

  • Publisher: Physica Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Physica-Verlag Heidelberg 1991

  • Softcover ISBN: 978-3-7908-0551-2Published: 25 July 1991

  • eBook ISBN: 978-3-642-46922-0Published: 08 March 2013

  • Series ISSN: 1431-2034

  • Edition Number: 1

  • Number of Pages: VIII, 172

  • Topics: Finance, general

Buy it now

Buying options

eBook USD 49.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 59.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access